| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
19.12.25
14:59:30 |
|
0.300
|
0.310
|
CHF |
| Volume |
300,000
|
100,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.330 | ||||
| Diff. absolute / % | 0.01 | +4.17% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1444277102 |
| Valor | 144427710 |
| Symbol | PSZWJB |
| Strike | 137.50 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 30.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 21/05/2025 |
| Date of maturity | 18/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Intrinsic value | 0.12 |
| Time value | 0.19 |
| Implied volatility | 0.19% |
| Leverage | 9.03 |
| Delta | 0.59 |
| Gamma | 0.04 |
| Vega | 0.44 |
| Distance to Strike | -3.90 |
| Distance to Strike in % | -2.76% |
| Average Spread | 5.29% |
| Last Best Bid Price | 0.31 CHF |
| Last Best Ask Price | 0.32 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 221,818 |
| Average Sell Volume | 73,939 |
| Average Buy Value | 64,200 CHF |
| Average Sell Value | 22,400 CHF |
| Spreads Availability Ratio | 6.03% |
| Quote Availability | 103.32% |